BAE Systems (UK) Market Value

BA Stock   1,940  41.00  2.16%   
BAE Systems' market value is the price at which a share of BAE Systems trades on a public exchange. It measures the collective expectations of BAE Systems plc investors about its performance. BAE Systems is trading at 1940.00 as of the 21st of July 2025, a 2.16 percent increase since the beginning of the trading day. The stock's lowest day price was 1903.0.
With this module, you can estimate the performance of a buy and hold strategy of BAE Systems plc and determine expected loss or profit from investing in BAE Systems over a given investment horizon. Check out BAE Systems Correlation, BAE Systems Volatility and BAE Systems Alpha and Beta module to complement your research on BAE Systems.
Symbol

Please note, there is a significant difference between BAE Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if BAE Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BAE Systems' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

BAE Systems 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to BAE Systems' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of BAE Systems.
0.00
04/22/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/21/2025
0.00
If you would invest  0.00  in BAE Systems on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding BAE Systems plc or generate 0.0% return on investment in BAE Systems over 90 days. BAE Systems is related to or competes with Heavitree Brewery, STMicroelectronics, Fevertree Drinks, United Airlines, Batm Advanced, Charter Communications, and Zegona Communications. BAE Systems is entity of United Kingdom. It is traded as Stock on LSE exchange. More

BAE Systems Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure BAE Systems' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess BAE Systems plc upside and downside potential and time the market with a certain degree of confidence.

BAE Systems Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for BAE Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAE Systems' standard deviation. In reality, there are many statistical measures that can use BAE Systems historical prices to predict the future BAE Systems' volatility.
Hype
Prediction
LowEstimatedHigh
1,9391,9401,942
Details
Intrinsic
Valuation
LowRealHigh
1,5791,5812,134
Details
Naive
Forecast
LowNextHigh
1,9681,9701,971
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.180.190.19
Details

BAE Systems plc Backtested Returns

BAE Systems appears to be very steady, given 3 months investment horizon. BAE Systems plc secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BAE Systems plc, which you can use to evaluate the volatility of the entity. Please makes use of BAE Systems' coefficient of variation of 666.85, and Mean Deviation of 1.19 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BAE Systems holds a performance score of 10. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BAE Systems are expected to decrease at a much lower rate. During the bear market, BAE Systems is likely to outperform the market. Please check BAE Systems' potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether BAE Systems' price patterns will revert.

Auto-correlation

    
  0.21  

Weak predictability

BAE Systems plc has weak predictability. Overlapping area represents the amount of predictability between BAE Systems time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BAE Systems plc price movement. The serial correlation of 0.21 indicates that over 21.0% of current BAE Systems price fluctuation can be explain by its past prices.
Correlation Coefficient0.21
Spearman Rank Test-0.18
Residual Average0.0
Price Variance1114.47

BAE Systems plc lagged returns against current returns

Autocorrelation, which is BAE Systems stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting BAE Systems' stock expected returns. We can calculate the autocorrelation of BAE Systems returns to help us make a trade decision. For example, suppose you find that BAE Systems has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

BAE Systems regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If BAE Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BAE Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BAE Systems stock over time.
   Current vs Lagged Prices   
       Timeline  

BAE Systems Lagged Returns

When evaluating BAE Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BAE Systems stock have on its future price. BAE Systems autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, BAE Systems autocorrelation shows the relationship between BAE Systems stock current value and its past values and can show if there is a momentum factor associated with investing in BAE Systems plc.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in BAE Stock

BAE Systems financial ratios help investors to determine whether BAE Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BAE with respect to the benefits of owning BAE Systems security.